+164.0%
PAYX vs VALE
+526.3%
-362.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.9% | +0.6% |
| 7D | -4.9% | -0.3% | -4.6% | -4.8% |
| 30D | -3.8% | +8.6% | -12.4% | -5.3% |
| 3M | +17.9% | +2.0% | +15.9% | +17.1% |
| 6M | +26.1% | +2.1% | +24.0% | +24.7% |
| YTD | +6.7% | +20.2% | -13.5% | +1.5% |
| 1Y | -10.7% | +55.2% | -65.9% | -19.5% |
| 3Y | +7.0% | +45.9% | -38.9% | -3.8% |
| 5Y | +22.6% | +41.4% | -18.8% | +7.4% |
| All | +164.0% | +526.3% | -362.3% | +77.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VALE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling